A New Second-Order Corrector Interior-Point Algorithm for P∗(κ)-LCP
Abstract
In this paper, we propose a second-order corrector interior-point
algorithm for solving $P_*(\kappa)$-linear complementarity problems.
The method generates a sequence of iterates in a wide neighborhood
of the central path introduced by Ai and Zhang. In each iteration,
the method computes a corrector direction in addition to Ai-Zhang
direction, in an attempt to improve performance. The algorithm do
not depend on handicap $\kappa$ of the problem, so that they can be
used for any LCP. It is shown that the iteration-complexity bound of
the algorithm is $O\Big((1+\kappa)^3\sqrt{n}L\Big)$.
algorithm for solving $P_*(\kappa)$-linear complementarity problems.
The method generates a sequence of iterates in a wide neighborhood
of the central path introduced by Ai and Zhang. In each iteration,
the method computes a corrector direction in addition to Ai-Zhang
direction, in an attempt to improve performance. The algorithm do
not depend on handicap $\kappa$ of the problem, so that they can be
used for any LCP. It is shown that the iteration-complexity bound of
the algorithm is $O\Big((1+\kappa)^3\sqrt{n}L\Big)$.
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